PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
U vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between U and CRWD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

U vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unity Software Inc. (U) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
21.84%
2.00%
U
CRWD

Key characteristics

Sharpe Ratio

U:

-0.64

CRWD:

0.59

Sortino Ratio

U:

-0.71

CRWD:

1.07

Omega Ratio

U:

0.92

CRWD:

1.14

Calmar Ratio

U:

-0.39

CRWD:

0.62

Martin Ratio

U:

-0.93

CRWD:

1.54

Ulcer Index

U:

38.84%

CRWD:

18.03%

Daily Std Dev

U:

57.10%

CRWD:

46.96%

Max Drawdown

U:

-93.07%

CRWD:

-67.69%

Current Drawdown

U:

-89.04%

CRWD:

-7.68%

Fundamentals

Market Cap

U:

$8.88B

CRWD:

$89.17B

EPS

U:

-$2.06

CRWD:

$0.54

Total Revenue (TTM)

U:

$1.36B

CRWD:

$3.74B

Gross Profit (TTM)

U:

$991.09M

CRWD:

$2.81B

EBITDA (TTM)

U:

-$223.23M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, U achieves a -1.91% return, which is significantly lower than CRWD's 5.80% return.


U

YTD

-1.91%

1M

-12.40%

6M

21.84%

1Y

-35.37%

5Y*

N/A

10Y*

N/A

CRWD

YTD

5.80%

1M

-6.74%

6M

1.99%

1Y

26.45%

5Y*

41.86%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

U vs. CRWD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

U
The Risk-Adjusted Performance Rank of U is 2020
Overall Rank
The Sharpe Ratio Rank of U is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of U is 1717
Sortino Ratio Rank
The Omega Ratio Rank of U is 1919
Omega Ratio Rank
The Calmar Ratio Rank of U is 2424
Calmar Ratio Rank
The Martin Ratio Rank of U is 2727
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6767
Overall Rank
The Sharpe Ratio Rank of CRWD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

U vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unity Software Inc. (U) and CrowdStrike Holdings, Inc. (CRWD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for U, currently valued at -0.64, compared to the broader market-2.000.002.00-0.640.59
The chart of Sortino ratio for U, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.711.07
The chart of Omega ratio for U, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.14
The chart of Calmar ratio for U, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.390.62
The chart of Martin ratio for U, currently valued at -0.93, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.931.54
U
CRWD

The current U Sharpe Ratio is -0.64, which is lower than the CRWD Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of U and CRWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.64
0.59
U
CRWD

Dividends

U vs. CRWD - Dividend Comparison

Neither U nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

U vs. CRWD - Drawdown Comparison

The maximum U drawdown since its inception was -93.07%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for U and CRWD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-89.04%
-7.68%
U
CRWD

Volatility

U vs. CRWD - Volatility Comparison

Unity Software Inc. (U) has a higher volatility of 22.18% compared to CrowdStrike Holdings, Inc. (CRWD) at 13.49%. This indicates that U's price experiences larger fluctuations and is considered to be riskier than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
22.18%
13.49%
U
CRWD

Financials

U vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Unity Software Inc. and CrowdStrike Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab